+96.8%
TEVA vs EAT
+37.5%
+59.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +4.7% | +1.9% | +2.8% | +4.3% |
| 3M | +5.6% | +68.7% | -63.1% | -1.9% |
| 6M | +10.5% | +66.9% | -56.4% | +2.5% |
| YTD | +16.5% | +60.4% | -43.9% | +9.0% |
| 1Y | +96.8% | +44.0% | +52.8% | +92.6% |
| All | +96.8% | +37.5% | +59.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling